A stock has a price of $$32$ and an annual return volatility of $54$ percent. The risk$-$free rate is $3\mathrm{.}18$ percent. Perform calculations in Excel.

a$.$ Calculate the European call and European put option prices with a strike price of $$40\mathrm{.}50$ and a $90-$day expiration.

Note: Use $365$ days in a year. Do not round intermediate calculations. Round your answers to $2$ decimal places.

$\backslash$table$[[$Call premium$],[$Put premium$]]$

b$.$ Calculate the deltas of the European call and European put.

Note: Use $365$ days in a year. A negative value should be indicated by a minus sign. Do not round intermediate calculations.

Round your answers to $4$ decimal places.

$\backslash$table$[[$Call delta,$],[$Put delta,$]]$